Skill UI

This skill performs mean-variance portfolio optimization by solving the linear system Σ · x = μ using the Conjugate Gradient (CG) method. It is significantly faster (40-60x) and numerically robust compared to legacy methods like the Neumann series. It takes a covariance matrix (Σ) and expected return vector (μ) to determine optimal asset weights, providing full provenance tracking for auditability.